Swaps books of top US dealers bulged in Q1

A build up of derivatives exposures and on-balance sheet assets swelled the total leverage exposures of the eight US global systemically important banks (G-Sibs) in the first quarter of 2020.

Aggregate leverage exposure, as used to define the banks’ supplementary leverage ratios (SLR), stood at $14.65 trillion at end-March, up almost 3% on the quarter prior and 6% on a year ago.

Derivatives exposures increased at the fastest clip, by 5% quarter-on-quarter to $1.68 trillion. State Street and

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